+250.3%
QCOM vs XLP
+101.8%
+148.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.7% |
| 7D | +3.3% | -1.0% | +4.3% | +4.2% |
| 30D | +7.7% | -0.9% | +8.6% | +8.3% |
| 3M | -30.1% | +3.8% | -33.9% | -33.2% |
| 6M | +22.8% | -1.7% | +24.6% | +22.6% |
| YTD | +0.2% | +10.3% | -10.1% | -10.4% |
| 1Y | +7.9% | +7.8% | +0.1% | -1.9% |
| 3Y | +55.8% | +27.2% | +28.6% | +18.7% |
| 5Y | +30.1% | +32.5% | -2.5% | -4.5% |
| All | +250.3% | +101.8% | +148.6% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling